What I do is to put it in its own section at the back of the book with the chapter heading "Project Gutenberg Data" or "Project Gutenberg Information"

Since I took the raw text from their site it is only fair that they get the credit they earned. It is also part of the terms of the agreement we agreed to when we downloaded from their site. I am sure that this is what you mean that you do because I know that you are not the sort of person to cut out their credit altogether.